Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
29.11.2021 | - | 0.02 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 16.13% |
26.11.2021 | - | 0.08 | 0.16 | 500'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25.11.2021 | 4.98% | 0.21 | 0.22 | 300'000 | 300'000 | 295'182 | 295'182 | 59'744 | 62'744 | 100.00% | 100.00% |
24.11.2021 | 4.37% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 67'281 | 70'281 | 100.00% | 100.00% |
23.11.2021 | 4.69% | 0.24 | 0.25 | 300'000 | 300'000 | 300'708 | 300'000 | 63'487 | 66'374 | 100.00% | 100.00% |
22.11.2021 | 5.51% | 0.21 | 0.22 | 300'000 | 300'000 | 303'265 | 300'000 | 53'739 | 56'217 | 100.00% | 100.00% |
19.11.2021 | 5.22% | 0.18 | 0.19 | 300'000 | 300'000 | 300'000 | 300'000 | 56'002 | 59'002 | 100.00% | 100.00% |
18.11.2021 | 5.47% | 0.16 | 0.17 | 320'000 | 300'000 | 304'099 | 300'000 | 54'217 | 56'565 | 99.45% | 99.45% |
17.11.2021 | 4.80% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 61'040 | 64'040 | 100.00% | 100.00% |